Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 14.041221 16.032202 18.166959 20.621656 23.361663 26.321335 29.755411
2025-09-14 11.333726 14.099381 17.285337 21.208287 25.888801 31.273345 37.914429
2025-09-21 9.600644 12.634337 16.295806 21.005936 26.866161 33.876282 42.851096
2025-09-28 7.941075 11.017687 14.895989 20.090423 26.804693 35.123933 46.135274
2025-10-05 7.259888 10.521367 14.781774 20.677634 28.535560 38.547753 52.152053
2025-10-12 6.637939 10.017905 14.580849 21.087354 30.003657 41.653963 57.859794
2025-10-19 5.935905 9.317280 14.029257 20.943337 30.671201 43.686490 62.192361
2025-10-26 5.318893 8.668679 13.479760 20.732651 31.192377 45.498657 66.256868
2025-11-02 4.854263 8.195020 13.130059 20.758101 32.011145 47.715002 70.924158
2025-11-09 4.487052 7.831514 12.904527 20.931019 33.023610 50.214858 76.054842
2025-11-16 4.103291 7.402803 12.540466 20.857934 33.649099 52.163924 80.451296
2025-11-23 3.737698 6.967384 12.127474 20.670531 34.073258 53.813432 84.449510
2025-11-30 3.463229 6.665725 11.912319 20.789013 34.984929 56.244051 89.734069
2025-12-07 3.307417 6.554466 11.996599 21.386138 36.663072 59.883568 96.952802
2025-12-14 3.019042 6.178874 11.608967 21.180087 37.046350 61.552909 101.238776
2025-12-21 2.639109 5.598141 10.825724 20.258671 36.218296 61.302576 102.557047
2025-12-28 2.539817 5.534121 10.934325 20.849902 37.880645 64.993378 110.091244
2026-01-04 2.420505 5.419719 10.942708 21.262699 39.257040 68.271529 117.077833
2026-01-11 2.231633 5.149353 10.646841 21.117601 39.676562 70.018010 121.679467
2026-01-18 2.050954 4.877597 10.326956 20.905394 39.961756 71.543571 125.961286
2026-01-25 1.915806 4.687225 10.145767 20.931025 40.653536 73.751899 131.409706
2026-02-01 1.808930 4.546757 10.049643 21.105202 41.608485 76.422914 137.691170
2026-02-08 1.682650 4.351291 9.830490 21.031585 42.110748 78.340083 142.772358